+790.3%
VLO vs FICO
+527.0%
+263.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +9.6% | +2.2% | +7.4% | +9.1% |
| 30D | -17.4% | +0.1% | -17.5% | -17.8% |
| 3M | +10.8% | -35.2% | +45.9% | +19.8% |
| 6M | +56.9% | -32.4% | +89.3% | +65.0% |
| YTD | +136.8% | -57.4% | +194.2% | +178.2% |
| 1Y | +120.7% | -58.5% | +179.2% | +160.9% |
| 3Y | +231.9% | -28.9% | +260.8% | +202.0% |
| 5Y | +479.0% | +91.7% | +387.3% | +219.6% |
| All | +790.3% | +527.0% | +263.3% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling